[QUOTE="s0mmi, post: 4685406, member: 438599"
You can also do this with the STIR spread flies if they decide to move interest rates. You would observe how the spread is moving vs. the individual legs.
Hey s0mmi,
Reckon this is still possible to do this in any of the STIRs today with lower volatility ?[/QUOTE]
Hello sir. It would always be possible to do it, but your risk/reward gets skewed because the volatility has significantly dwindled. I'll be honest, I have looked at spreads for a long time now because I'm day trading crypto.
Could you share some screenshots for me? Curve, the flies, and Maybe even Aussie 10yr vs. U.S. 10yr spread?
